+351.3%
DAL vs DXCM
+4,472.2%
-4,120.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.2% |
| 7D | +0.1% | -3.2% | +3.3% | +0.8% |
| 30D | -13.9% | +6.3% | -20.3% | -15.1% |
| 3M | +1.1% | +21.1% | -20.0% | -3.5% |
| 6M | +26.2% | +20.6% | +5.7% | +20.5% |
| YTD | +16.4% | +32.4% | -16.0% | +8.7% |
| 1Y | +33.9% | +8.8% | +25.0% | +29.4% |
| 3Y | +93.4% | -13.7% | +107.1% | +86.0% |
| 5Y | +106.4% | -35.2% | +141.5% | +104.1% |
| 10Y | +143.0% | +281.8% | -138.8% | +42.7% |
| All | +351.3% | +4,472.2% | -4,120.9% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DXCM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling